+257.9%
HD vs ALK
-37.5%
+295.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +1.2% |
| 7D | +3.6% | +8.9% | -5.3% | +1.5% |
| 30D | +21.6% | +5.9% | +15.6% | +19.7% |
| 3M | +0.1% | -16.5% | +16.6% | +4.1% |
| 6M | +13.0% | +2.1% | +10.9% | +11.4% |
| YTD | +4.9% | -17.1% | +22.0% | +7.3% |
| 1Y | -2.1% | -2.9% | +0.8% | -3.7% |
| 3Y | +32.6% | +24.5% | +8.1% | +16.7% |
| 5Y | +8.2% | -29.1% | +37.4% | +7.2% |
| 10Y | +257.9% | -39.1% | +297.0% | +207.2% |
| All | +257.9% | -37.5% | +295.4% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling